更新時間: 2019年9月20日 PM 7:15:34
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/07/19 17.280% 28146.50 11.342% 11.592% +5.688% 11.592% +5.688%
31/07/19 17.310% 27777.75 11.953% 11.620% +5.690% 14.388% +2.922%
01/08/19 16.450% 27565.70 11.938% 11.643% +4.807% 14.320% +2.130%
02/08/19 19.940% 26918.58 13.948% 12.170% +7.770% 14.868% +5.072%
05/08/19 22.270% 26151.32 15.269% 12.890% +9.380% 15.431% +6.839%
06/08/19 23.350% 25976.24 14.984% 13.618% +9.732% 16.191% +7.159%
07/08/19 21.320% 25997.03 15.062% 14.240% +7.080% 16.814% +4.506%
08/08/19 20.750% 26120.77 15.254% 14.903% +5.847% 17.474% +3.276%
09/08/19 20.750% 25939.30 15.275% 15.169% +5.581% 17.661% +3.089%
12/08/19 19.600% 25824.72 15.276% 15.170% +4.430% 17.288% +2.312%
13/08/19 23.360% 25281.30 16.213% 15.416% +7.944% 17.442% +5.918%
14/08/19 23.650% 25302.28 16.372% 15.678% +7.972% 17.609% +6.041%
15/08/19 23.570% 25495.46 16.942% 16.015% +7.555% 17.857% +5.713%
16/08/19 24.250% 25734.22 17.385% 16.437% +7.813% 18.193% +6.057%
19/08/19 22.920% 26291.84 18.999% 17.182% +5.738% 18.593% +4.327%
20/08/19 21.170% 26231.54 18.970% 17.733% +3.437% 19.044% +2.126%
21/08/19 20.940% 26270.04 19.069% 18.273% +2.667% 19.474% +1.466%
22/08/19 20.440% 26048.72 19.107% 18.706% +1.734% 19.781% +0.659%
23/08/19 20.370% 26179.33 19.242% 19.077% +1.293% 20.018% +0.352%
26/08/19 23.970% 25680.33 19.663% 19.210% +4.760% 19.684% +4.286%
27/08/19 24.050% 25664.07 19.692% 19.355% +4.695% 19.673% +4.377%
28/08/19 24.090% 25615.48 19.282% 19.397% +4.693% 19.557% +4.533%
29/08/19 23.690% 25703.50 19.343% 19.445% +4.245% 19.445% +4.245%
30/08/19 24.150% 25724.73 17.921% 19.180% +4.970% 19.023% +5.127%
02/09/19 23.890% 25626.55 15.541% 18.356% +5.534% 17.753% +6.137%
03/09/19 23.270% 25527.85 15.546% 17.527% +5.743% 20.982% +2.288%
04/09/19 21.300% 26523.23 20.469% 17.764% +3.536% 21.120% +0.180%
05/09/19 21.300% 26515.53 20.214% 17.938% +3.362% 21.180% +0.120%
06/09/19 20.290% 26690.76 20.282% 18.410% +1.880% 21.586% -1.296%
09/09/19 19.470% 26681.40 20.294% 19.361% +0.109% 22.224% -2.754%
10/09/19 18.760% 26683.68 19.576% 20.167% -1.407% 22.983% -4.223%
11/09/19 18.650% 27159.06 20.071% 20.088% -1.438% 22.727% -4.077%
12/09/19 18.340% 27087.63 19.614% 19.967% -1.627% 22.428% -4.088%
13/09/19 18.090% 27352.69 19.018% 19.715% -1.625% 21.982% -3.892%
16/09/19 18.780% 27124.55 17.079% 19.072% -0.292% 20.795% -2.015%
17/09/19 18.990% 26790.24 17.743% 18.705% +0.285% 20.241% -1.251%
18/09/19 19.050% 26754.12 17.647% 18.220% +0.830% 19.567% -0.517%
19/09/19 18.730% 26468.95 18.077% 17.913% +0.817% 19.090% -0.360%
20/09/19 18.570% 26435.67 17.790% 17.667% +0.903% 18.683% -0.113%